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2019/06/14

The Poisson estimator

Let's say you want to estimate a quantity $\mu$, but you have only access to unbiased estimates of its logarithm, i.e., $\log\mu$. Can you obtain an unbiased estimate of $\mu$?
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author: Deniz on Friday, June 14, 2019 0 comments
categories: monte carlo methods
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"There are some enterprises in which a careful disorderliness is the true method." (Moby Dick, chapter 82)
by Ömer Deniz Akyıldız.